Clear Silicone caulk, or, if you can find it, Lexel, which is truly a better alternative to silicone. Make sure you remove any old caulk that is there, clean the surface thoroughly with denatured alcohol (and then wait for the denatured alcohol to 'dry' off), and apply it in a smooth continuous bead. For extra bonus points, tape off the area on the glass with blue or green painter's tape before you apply the caulk so that you don't leave any excess behind.
Caulk the entire way around the window, on the inside of the shower. You'll want to use a bead of caulk that fills the gap, so space the tape a bit more than the height of the frame where it meets the glass -- 1/4 of an inch at most, and that's probably way too big, so it'd be more like 1/8". Do your best, when smoothing the caulk with your finger, to push hard so that you leave a very smooth edge with almost no caulk left where the caulk, glass, and tape interconnect -- the tape's mostly to catch the globbage that always happens on one side or the other. Then pull the tape off immediately and it removes the need to re-smooth things. You want to make sure there are no bubbles in the caulk; these will let moisture and mold behind the caulk.